Journal article
An extension of Cramér's estimate for the absorption probability of a random walk
E Arjas, TP Speed
Mathematical Proceedings of the Cambridge Philosophical Society | Published : 1973
Abstract
Consider a real-valued random walkwhich is defined on a Markov chain {Xn: n ≥ 0} with countable state space I. We assume that a matrix Q(.) = (qij(.)) is given such that